Computable Bounds for the Decay Parameter of a Birth--Death Process
David Sirl, Hanjun Zhang, and Phil Pollett
Source: J. Appl. Probab. Volume 44, Number 2 (2007), 476-491.
Abstract
We present bounds on the decay parameter for absorbing birth--death processes adapted from results of Chen (2000), (2001). We address numerical issues associated with computing these bounds, and assess their accuracy for several models, including the stochastic logistic model, for which estimates of the decay parameter have been obtained previously by Nåsell (2001).
Primary Subjects: 60J27
Secondary Subjects: 65C20
Keywords: Approximation; exponential ergodicity; quasi-stationary distribution
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Permanent link to this document: http://projecteuclid.org/euclid.jap/1183667415
Digital Object Identifier: doi:10.1239/jap/1183667415
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